I don't play Marathon, so this is standard speed I'm describing:
Scout: On most maps (e.g. it's not large islands / tiny islands / etc ) that is the standard opening build
Monument: This is the first thing that is policy specific: Going Tradition it should be skipped entirely. But for any other tree, you need a Monument.
If you want to found a religion, best to build Shrine here; especially if not playing a religious civ. But if you aren't interested in founding a religion, probably a Granary.
Military units: Archers are built before each city I'm founding.
Caravans: On my NEVER build list. I run all Cargo ships instead. Timing of those is after I've cleared the barbs that would interfere my trade routes.
That last thing is silly. There are often situations where you don't have a coastal city or a coastal target and caravans are the only option. A caravan to a capital generates about as much gold as a cargo ship to a non-capital for most of the early game.